Bjorn (or rather Björn in Swedish) is an old Scandinavian name that means Bear. Although I am a huge 40K fan and Bjorn the Fell-Handed is awesome!
Baldur (or rather Baldr) is a Norse god.
http://en.wikipedia.org/wiki/Baldur
For the Nott (blue mages) I used strange names since they're from a different world. Nott is a nickname that the people of Arlor gave them because they tended to only move around at night, where their appearance would draw less attention as they could hide in the shadows. Nott is night personified in Norse mythology.
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